I've imported the Forexite data into FT2, left the GMT offset at 0, and exported all minutes into Excel for analysis (EURUSD).
Using the EST (New York) DST adjustments on what I understand is GMT (+0) data, the last minute is at 1600 on Fridays, an hour earlier than expected. So it seems that either:
1. The last hour of the New York session on Friday is excluded.
2. The Forexite data is not GMT (+0) throughout the year.
3. Others?
Furthermore, the changes in the close/open times appear to coincide with the BST (London) DST dates.
Data extract:
Code: Select all
Week Starting (Sunday),Open Time GMT (Sunday),Close Time GMT (Friday),EDT Offset,Close Time EDT (Friday)
2011-01-02,230000,210000,-5,160000
2011-01-09,230000,210000,-5,160000
2011-01-16,230000,205000,-5,155000
2011-01-23,230000,210000,-5,160000
2011-01-30,230000,210000,-5,160000
2011-02-06,230000,210000,-5,160000
2011-02-13,230000,210000,-5,160000
2011-02-20,230000,210000,-5,160000
2011-02-27,230000,210000,-5,160000
2011-03-06,230000,210000,-5,160000
2011-03-13,230000,210000,-4,170000
2011-03-20,230000,210000,-4,170000
2011-03-27,220000,200000,-4,160000
2011-04-03,220000,200000,-4,160000
2011-04-10,220000,200000,-4,160000
2011-04-17,220000,200000,-4,160000
2011-04-24,220000,195100,-4,155100
2011-05-01,220000,200000,-4,160000
2011-05-08,220000,200000,-4,160000
2011-05-15,220000,200000,-4,160000
2011-05-22,220000,200000,-4,160000
2011-05-29,220000,200000,-4,160000
2011-06-05,220000,200000,-4,160000
2011-06-12,220000,200000,-4,160000
2011-06-19,220000,200000,-4,160000
2011-06-26,220000,200000,-4,160000
2011-07-03,220000,200000,-4,160000
2011-07-10,220000,200000,-4,160000
2011-07-17,220000,200000,-4,160000
2011-07-24,220000,200000,-4,160000
2011-07-31,220000,200000,-4,160000
2011-08-07,220000,200000,-4,160000
2011-08-14,220000,200000,-4,160000
2011-08-21,220000,200000,-4,160000
2011-08-28,220000,200000,-4,160000
2011-09-04,220000,200000,-4,160000
2011-09-11,220000,200000,-4,160000
2011-09-18,220000,200000,-4,160000
2011-09-25,220000,200000,-4,160000
2011-10-02,220000,200000,-4,160000
2011-10-09,220000,200000,-4,160000
2011-10-16,220000,200000,-4,160000
2011-10-23,220000,200000,-4,160000
2011-10-30,230000,210000,-4,170000
2011-11-06,230000,210000,-5,160000
2011-11-13,230000,210000,-5,160000
2011-11-20,230000,210000,-5,160000
2011-11-27,230000,210000,-5,160000
2011-12-04,230000,210000,-5,160000
2011-12-11,230000,210000,-5,160000
2011-12-18,230000,210000,-5,160000
2011-12-25,230000,210000,-5,160000
2012-01-02,,210000,-5,160000
2012-01-08,230000,210000,-5,160000
2012-01-15,230000,210000,-5,160000
2012-01-22,230000,210000,-5,160000
2012-01-29,230000,210000,-5,160000
2012-02-05,230000,210000,-5,160000
2012-02-12,230000,210000,-5,160000
2012-02-19,230000,210000,-5,160000
2012-02-26,230000,210000,-5,160000
2012-03-04,230000,210000,-5,160000
2012-03-11,230000,205100,-4,165100
2012-03-18,230000,210000,-4,170000
2012-03-25,220000,200000,-4,160000
2012-04-01,220000,200000,-4,160000
2012-04-08,220000,200000,-4,160000
2012-04-15,220000,200000,-4,160000
2012-04-22,220000,200000,-4,160000
2012-04-29,220000,200000,-4,160000
2012-05-06,220000,200000,-4,160000
2012-05-13,220000,200000,-4,160000
2012-05-20,220000,200000,-4,160000
2012-05-27,220000,200000,-4,160000
2012-06-03,220000,200000,-4,160000
2012-06-10,220000,200000,-4,160000
2012-06-17,220000,200000,-4,160000
2012-06-24,220000,200000,-4,160000
2012-07-01,220000,200000,-4,160000
2012-07-08,220000,200000,-4,160000
2012-07-15,220000,195900,-4,155900
2012-07-22,220000,200000,-4,160000
2012-07-29,220000,200000,-4,160000
2012-08-05,220000,200000,-4,160000
2012-08-12,220000,200000,-4,160000
2012-08-19,220000,200000,-4,160000
2012-08-26,220000,200000,-4,160000
2012-09-02,220000,200000,-4,160000
2012-09-09,220000,200000,-4,160000
2012-09-16,220000,200000,-4,160000
2012-09-23,220000,200000,-4,160000
2012-09-30,220000,200000,-4,160000
2012-10-07,220000,200000,-4,160000
2012-10-14,220000,200000,-4,160000
2012-10-21,220000,200000,-4,160000
2012-10-28,230000,210000,-4,170000
2012-11-04,230000,210000,-5,160000
2012-11-11,230000,210000,-5,160000
2012-11-18,230000,205100,-5,155100
2012-11-25,230000,210000,-5,160000
2012-12-02,230000,210000,-5,160000
2012-12-09,230000,210000,-5,160000
2012-12-16,230000,210000,-5,160000
2012-12-23,230000,210000,-5,160000
[/code]